In mathematics it is generally not allowed to change order of limits. For example it is not always true for a sequence of functions $f_n$, that $\int_a^b \left(\sum_{n=0}^\infty f_n(x) \right) dx = \sum_{n=0}^\infty \left(\int_a^b f_n(x) dx\right)$. (Note that series $\sum_{n=0}^\infty\ldots$ and the integral $\int_a^b \ldots dx$ are mathematically defined via limits of sequences).
In my experience it happens a lot in physics lectures, that limits are changed in their order without any additional comment (such as mentioning Fubini's theorem or uniform convergence). It also seems to me that there are not many examples relevant for physics where changing the order of limits yield wrong results.
I'm looking for good physical examples showing to students that one has to be careful when he changes the order of limits. So for which physical example the order of the limits is important and you get a wrong result, when you change it?